1 |
Al-Osh, M. A., Aly, E. -E. and A. A. (1992). First-order autoregressive time series with negative binomial and geometric marginals, Communications in Statistics-Theory and Methods, 21, 2483-2492.
DOI
|
2 |
Al-Osh, M. A. and Alzaid, A. A. (1987). First-order integer-valued autoregressive (INAR(1)) process, Journal of Time Series Analysis, 8, 261-275.
DOI
|
3 |
Alzaid, A. A. and Al-Osh, M. A. (1988). First-order integer-valued autoregressive process: distributional and regression properties, Statistica Neerlandica, 42, 53-61.
DOI
|
4 |
Alzaid, A. A. and Al-Osh, M. A. (1990). An integer-valued -order autoregressive structure (INAR(p)) process, Journal of Applied Probability, 27, 314-324.
DOI
ScienceOn
|
5 |
Bockenholt, U. (1999). Mixed INAR(1) Poisson regression models: Analyzing heterogeneity and serial dependencies in longitudinal count data, Journal of Econometricsc, 89, 317-338.
|
6 |
Park, Y, Choi J. W. and Kim, H.-Y. (2006). Forecasting cause-age specific mortality using two random processes, Journal of the American Statistical Association, 101, 472-483.
DOI
ScienceOn
|
7 |
Steutel, F. W. and van Harn, K. (1979). Discrete analogues of self-decomposability and stability, The Annals of Probability, 7, 893-899.
DOI
ScienceOn
|
8 |
Weiss, C. H. (2009b). A new class of autoregressive models for time series of binomial counts, Communications in Statistics - Theory and Methods, 38, 447-460.
DOI
ScienceOn
|
9 |
Tay, A. S. and Wallis, K. F. (2000). Density forecasting: A survey, Journal of Forecasting, 19, 235-254.
DOI
ScienceOn
|
10 |
Weiss, C. H. (2009a). Monitoring correlated processes with binomial marginals, Journal of Applied Statistics, 36, 391-414.
|
11 |
Brannas, K. and Hellstrom, J. (2001). Generalized integer-valued autoregression, Econometric Reviews, 20, 425-443.
DOI
ScienceOn
|
12 |
Davison, A. C. and Hinkley, D. V. (1997). Bootstrap Methods and Their Application, Cambridge University Press, Cambridge.
|
13 |
Kim, H. -Y. and Park, Y. (2006a). Prediction mean squared error of the poisson inar(1) process with estimated parameters, Journal of the Korean Statistical Society, 35, 37-47.
과학기술학회마을
|
14 |
Du, J. -G. and Li, Y. (1991). The integer-valued autoregressive (INAR(p)) model, Journal of Time Series Analysis, 12, 129-142.
DOI
|
15 |
Freeland, R. and McCabe, B. P. M. (2004). Forecasting discrete valued low count time series, International Journal of Forecasting, 20, 427-434.
DOI
ScienceOn
|
16 |
Jung, R. and Tremayne, A. (2006). Coherent forecasting in integer time series models, International Journal of Forecasting, 22, 223-238.
DOI
ScienceOn
|
17 |
Kim, H. -Y. and Park, Y. (2006b). Bootstrap confidence intervals for the INAR(1) process, The Korean Communications in Statistics, 13, 343-358.
과학기술학회마을
DOI
ScienceOn
|
18 |
Kim, H. -Y. and Park, Y. (2008). A non-stationary integer-valued autoregressive model, Statistical Papers, 49, 485-502.
DOI
|
19 |
Kunsch, H. R. (1989). The Jackknife and the Bootstrap for General Stationary Observations, The Annals of Statistics, 17, 1217-1241.
DOI
|
20 |
Latour, A. (1998). Existence and stochastic structure of a non-negative integer-valued autoregressive process, Journal of Time Series Analysis, 19, 439-455.
DOI
ScienceOn
|
21 |
McKenzie, E. (1985). Some simple models for discrete variate series, Water Resources Bulletin, 21, 645-650.
DOI
|